Related papers: A Parameter-Centric View on Regression
Expectile regression is a useful tool for exploring the relation between the response and the explanatory variables beyond the conditional mean. This article develops a continuous threshold expectile regression for modeling data in which…
Compositional data are contemporarily defined as positive vectors, the ratios among whose elements are of interest to the researcher. Financial statement analysis by means of accounting ratios a.k.a. financial ratios fulfils this definition…
We present a geometrical interpretation of linear regression based on vectors in n dimensions (n the number of data points). This is to be used as a didactic tool for teachers when presenting that topic.
While attention has been empirically shown to improve model performance, it lacks a rigorous mathematical justification. This short paper establishes a novel connection between attention mechanisms and multinomial regression. Specifically,…
Consider a regression or some regression-type model for a certain response variable where the linear predictor includes an ordered factor among the explanatory variables. The inclusion of a factor of this type can take place is a few…
This article gives a fundamental discussion on variable coefficients, self-adjoint, formally partially hypoelliptic differential operators. A generalization of the results to pseudo differential operators, is given in a following article in…
We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…
Rejoinder to "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].
This paper introduces a novel statistical regression framework that allows the incorporation of consistency constraints. A linear and nonlinear (kernel-based) formulation are introduced, and both imply closed-form analytical solutions. The…
Because tensor data appear more and more frequently in various scientific researches and real-world applications, analyzing the relationship between tensor features and the univariate outcome becomes an elementary task in many fields. To…
Unsupervised representation learning with variational inference relies heavily on independence assumptions over latent variables. Causal representation learning (CRL), however, argues that factors of variation in a dataset are, in fact,…
We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…
Survival analysis holds a crucial role across diverse disciplines, such as economics, engineering and healthcare. It empowers researchers to analyze both time-invariant and time-varying data, encompassing phenomena like customer churn,…
Regression discontinuity designs have been widely used in observational studies to estimate causal effects of an intervention or treatment at a cutoff point. We propose a generalization of regression discontinuity designs to handle complex…
Model diagnostics and forecast evaluation are two sides of the same coin. A common principle is that fitted or predicted distributions ought to be calibrated or reliable, ideally in the sense of auto-calibration, where the outcome is a…
This is a comment on arXiv:2202.01553. In regression Gaussian covariate p-values (Davies and D{\"u}mbgen, arXiv:2202.01553) are used to control greedy forward subset selection by accounting for choosing the best when fitting many variables.…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
Reversible computing is motivated by both pragmatic and foundational considerations arising from a variety of disciplines. We take a particular path through the development of reversible computation, emphasizing compositional reversible…
This paper investigates the problem of making inference about a parametric model for the regression of an outcome variable $Y$ on covariates $(V,L)$ when data are fused from two separate sources, one which contains information only on $(V,…
Linear regression is often deemed inherently interpretable; however, challenges arise for high-dimensional data. We focus on further understanding how linear regression approximates nonlinear responses from high-dimensional functional data,…